Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47347.06 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45952.08 Kr¶

PnL: ---------------------------------------> -936.49 Kr¶

DD now: ---------------------------------> -2.638 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 12:09:04.541994'

Anic Portfolio¶

Today¶

Return: -0.184 %¶

This Week¶

Return: -1.181 %¶

Total¶

Return: 55.002 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.820000 3095.000000 168.000000 5.740000 2927.000000
HEBA B 70 -0.500000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 15.500000 798.800000 125.800000 18.690000 673.000000
SAAB B 8 1.170000 3448.000000 71.000000 2.100000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.460000 390.200000 35.200000 9.920000 355.000000
Intrum 4 5.810000 561.000000 34.000000 6.450000 527.000000
AcadeMedia 12 -0.610000 582.000000 25.000000 4.490000 557.000004
Corem Property Group B 59 -3.540000 595.310000 18.310000 3.170000 576.999999
Resurs Holding 22 -1.610000 592.240000 18.240000 3.180000 573.999998
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Swedbank A 3 -0.750000 575.400000 11.400000 2.020000 564.000000
OEM International B 7 -0.520000 534.800000 6.800000 1.290000 527.999997
Securitas B 6 -0.480000 576.000000 6.000000 1.050000 570.000000
Boozt 12 -0.500000 1659.600000 5.600000 0.340000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -1.460000 567.000000 5.000000 0.890000 562.000005
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Coor Service Management Hold. 8 -0.150000 534.400000 2.400000 0.450000 532.000000
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.870000 245.520000 -0.480000 -0.200000 246.000000
Nordea Bank Abp 29 -0.670000 3445.780000 -8.220000 -0.240000 3453.999992
CTEK 13 -0.710000 525.330000 -8.670000 -1.620000 533.999999
Handelsbanken A 5 -1.300000 532.750000 -13.250000 -2.430000 546.000000
Midsona B 63 0.450000 563.850000 -19.150000 -3.280000 582.999984
Beijer Electronics Group 26 -6.460000 2938.000000 -33.000000 -1.110000 2971.000006
Essity B 2 -4.010000 536.800000 -37.200000 -6.480000 574.000000
International Petroleum Corp. 5 -1.270000 545.500000 -49.070000 -8.250000 594.565215
Essity A 4 -3.220000 1082.000000 -67.000000 -5.830000 1149.000000
Vivesto 1368 2.100000 544.740000 -68.260000 -11.140000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 0.580000 1411.200000 -252.800000 -15.190000 1663.999992
Axfood 13 -3.200000 3461.900000 -294.100000 -7.830000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45952.080000 -936.490000 -2.63795% 46888.564618

Updated:¶

'2023-01-26 12:09:17.546638'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶